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Related papers: MDP Planning as Policy Inference

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Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

What are the functionals of the reward that can be computed and optimized exactly in Markov Decision Processes?In the finite-horizon, undiscounted setting, Dynamic Programming (DP) can only handle these operations efficiently for certain…

Artificial Intelligence · Computer Science 2024-02-20 Alexandre Marthe , Aurélien Garivier , Claire Vernade

Model-based reinforcement learning (RL) has demonstrated remarkable successes on a range of continuous control tasks due to its high sample efficiency. To save the computation cost of conducting planning online, recent practices tend to…

Artificial Intelligence · Computer Science 2023-07-25 Chuming Li , Ruonan Jia , Jie Liu , Yinmin Zhang , Yazhe Niu , Yaodong Yang , Yu Liu , Wanli Ouyang

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

Markov decision processes (MDPs) are a canonical model to reason about decision making within a stochastic environment. We study a fundamental class of infinite MDPs: one-counter MDPs (OC-MDPs). They extend finite MDPs via an associated…

Computer Science and Game Theory · Computer Science 2025-03-04 Michal Ajdarów , James C. A. Main , Petr Novotný , Mickael Randour

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

Optimization and Control · Mathematics 2021-09-10 Médéric Motte , Huyên Pham

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Methodology · Statistics 2013-01-22 Yun Yang , David B. Dunson

In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…

Machine Learning · Computer Science 2012-05-14 Matthias Hoffman , Hendrik Kueck , Nando de Freitas , Arnaud Doucet

Markov decision processes (MDPs) provide a fundamental model for sequential decision making under process uncertainty. A classical synthesis task is to compute for a given MDP a winning policy that achieves a desired specification. However,…

Logic in Computer Science · Computer Science 2024-07-18 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

Partially observable Markov decision processes (POMDPs) are a general mathematical model for sequential decision-making in stochastic environments under state uncertainty. POMDPs are often solved \textit{online}, which enables the algorithm…

Artificial Intelligence · Computer Science 2025-03-26 Yunuo Zhang , Baiting Luo , Ayan Mukhopadhyay , Abhishek Dubey

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

We study the detection problem for a finite set of Markov decision processes (MDPs) where the MDPs have the same state and action spaces but possibly different probabilistic transition functions. Any one of these MDPs could be the model for…

Optimization and Control · Mathematics 2021-12-24 Xiaoming Duan , Yagiz Savas , Rui Yan , Zhe Xu , Ufuk Topcu

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

Consider a multi-agent system in a dynamic and uncertain environment. Each agent's local decision problem is modeled as a Markov decision process (MDP) and agents must coordinate on a joint action in each period, which provides a reward to…

Computer Science and Game Theory · Computer Science 2012-07-02 Ruggiero Cavallo , David C. Parkes , Satinder Singh

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

There is much interest in using partially observable Markov decision processes (POMDPs) as a formal model for planning in stochastic domains. This paper is concerned with finding optimal policies for POMDPs. We propose several improvements…

Artificial Intelligence · Computer Science 2013-02-01 Nevin Lianwen Zhang , Stephen S. Lee

Recent decision-making systems are increasingly complicated, making it crucial to verify and understand their behavior for a given specification. A promising approach is to comprehensively explain undesired behavior in the systems modeled…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Ryohei Oura , Yuji Ito

Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker